What do you think of these odd cheap displays from American Science and Surplus?

That was what I was thinking but there is a practical problem with the displays being 2x1 instead of 3x1 which is there is no possible way to fit them into a 3x3 board, so I guess you go with a 4x4 board which is less common around here. One possibility could be that each move is half an O or half an X because the segments are evenly divisible but I am not sure if that would make the game better or worse.

I am even more interested in that VFD. I forgot that the filament driver is usually low voltage AC so I have to make a power supply to do that and start testing it out.